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Fractional Poisson Process: Long-Range Dependence and Applications in Ruin Theory
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- Journal:
- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
- Published online by Cambridge University Press:
- 30 January 2018, pp. 727-740
- Print publication:
- September 2014
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On the long-time behaviour of a class of parabolic SPDE's: monotonicity methods and exchange of stability
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- Journal:
- ESAIM: Probability and Statistics / Volume 9 / February 2005
- Published online by Cambridge University Press:
- 15 November 2005, pp. 254-276
- Print publication:
- February 2005
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Approximation of the Snell Envelope and American Options Prices in dimension one
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- Journal:
- ESAIM: Probability and Statistics / Volume 6 / 2002
- Published online by Cambridge University Press:
- 15 November 2002, pp. 1-19
- Print publication:
- 2002
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